+112.4%
UPS vs PSX
+1,159.1%
-1,046.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | -2.1% | +2.8% | -4.9% | -2.7% |
| 30D | -2.3% | +27.8% | -30.1% | -7.6% |
| 3M | -5.2% | +42.0% | -47.2% | -12.7% |
| 6M | +1.4% | +58.1% | -56.7% | -9.2% |
| YTD | +6.1% | +105.0% | -98.9% | -10.8% |
| 1Y | +27.0% | +104.9% | -77.9% | +6.5% |
| 3Y | -25.9% | +134.1% | -160.0% | -40.4% |
| 5Y | -34.6% | +363.8% | -398.4% | -55.7% |
| 10Y | +36.2% | +370.1% | -333.9% | -12.3% |
| All | +112.4% | +1,159.1% | -1,046.7% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling